I can see a couple of reasons why BAR didn't take the obvious option and swap the engines.
1. Could they prove to the FIA that the engines were damaged to justify a change? They could've been penalised even more and been forced to serve the 6 month suspended sentence!!
2. If the engine exploded they could have a bitch whinge about the FIA's rules.
3. Their race was already boned. So they could instead get this race out of the way and take a brand new engine to Canada.